ExtendedDiscountCurve (3) Linux Manual Page
NAME
ql/legacy/termstructures/extendeddiscountcurve.hpp – discount factor structure with detailed compound-forward calculation
SYNOPSIS
#include <ql/termstructures/yield/discountcurve.hpp>
#include <map>
Classes
class ExtendedDiscountCurve
Term structure based on loglinear interpolation of discount factors.
Detailed Description
discount factor structure with detailed compound-forward calculation
Author
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